Convergence acceleration of limit periodic continued fractions under asymptotic side conditions

Summary We present a method of convergence acceleration for limitk-periodic continued fractionsK(a _n /1) orK(1/b _n ) satisfying certain asymptotic side conditions. The method represents an improvement of the fixed point modification considered by Thron and Waadeland [8], under these conditions. The regularC-fraction expansions of hypergeometric functions₂ F ₁(a, 1;c; z) and₂ F ₁(a, b; c; z)/₂ F ₁(a, b+1;c+1;z) are examples of continued fractions satisfying these conditions.     

Repeated modifications of limitk-periodic continued fractions

Summary The advantages of using modified approximants for continued fractions, can be enhanced by repeating the modification process. IfK(a _n /b _n) is limitk-periodic, a natural choice for the modifying factors is ak-periodic sequence of right or wrong tails of the correspondingk-periodic continued fraction, if it exists. If the modified approximants thus obtained are ordinary approximants of a new limitk-periodic continued fraction, we repeat the process, if possible. Some examples where this process is applied to obtain a convergence acceleration are also given.     

Accelerating convergence of limit periodic continued fractionsK(a n /1)

Summary It is shown that the convergence of limit periodic continued fractionsK(a _n /1) with lima _n =a can be substantially accelerated by replacing the sequence of approximations {S _n (0)} by the sequence {S _n (x ₁)}, where . Specific estimates of the improvement are derived.     

On two methods for accelerating convergence of series

Summary The Euler-Knopp transformation and a recently considered transformation, effective for entire function of order 1, are applied to series involving completely monotonic coefficients. Some properties of the resulting series are analyzed; these include uniform convergence with respect to the index, a priori and a posteriori estimates of the remainder. For the latter transformation a compact recursive algorithm is established which enables one to make effective use of the transformation. To illustrate the effectiveness of the transformations three applications, with examples, are included.     

Some observations on the distribution of values of continued fractions

Summary There have been many studies of the values taken on by continued fractionsK(a _n /1) when its elements are all in a prescribed setE. The set of all values taken on is the limit regionV(E). It has been conjectured that the values inV(E), are taken on with varying probabilities even when the elementsa _n are uniformly distributed overE. In this article, we present the first concrete evidence that this is indeed so. We consider two types of element regions: (A)E is an interval on the real axis. Our best results are for intervals [–(1–), (1–)], 0 <1/2. (B)E is a disk in the complex plane defined byE={z:|z|(1–)}., 0<1/2.     

On a generalization of the Richardson extrapolation process

Summary A convergence result for a generalized Richardson extrapolation process is improved upon considerably and additional results of interest are proved. An application of practical importance is also given. Finally, some known results concerning the convergence of Levin's T-transformation are reconsidered in light of the results of the present work.     

Some generalizations of the Euler-Knopp transformation

Summary The purpose of this paper is to construct a generalization of the Euler-Knopp transformation. Using this, one may recover previously known transformations, derive new transformations useful for numerical calculations and derive generating functions and other formulas of theoretical interest involving well-known functions.This work was supported by the Applied Mathematical Science Research Subprogram of the Office of Energy Research of the U.S. Department of Energy under Contract W-31-109-Eng-38     

Numerical application of Euler's series transformation and its generalizations

Summary A nonlinear generalizationÊ _z of Euler's series transformation is compared with the (linear) Euler-Knopp transformationE _z and a twoparametric methodE . It is shown how to applyE orE _, to compute the valuef(z_o) of a functionf from the power series at 0 iff is holomorphic in a half plane or in the cut plane. BothE andE _, are superior toÊ _z . A compact recursive algorithm is given for computingE andE _,.     

Improving a method for computing non-dominant solutions of certain second-order recurrence relations of Poincaré-type

Summary In this paper we present a method of convergence acceleration for the calculation of non-dominant solutions of second-order linear recurrence relations for which the coefficients satisfy certain asymptotic conditions. It represents an improvement of the method recently proposed by Jacobsen and Waadeland [3, 4] for limit periodic continued fractions. For continued fractions the method corresponds to a repeated application of the Bauer-Muir transformation. Some examples and a generalization to non-homogeneous recurrence relations are given.     

Linear acceleration of Picard-Lindelöf iteration

Summary The possibility to accelerate the Picard-Lindelöf process by taking linear combinations of the iterates is discussed. The convergence is studied on infinitely long intervals.     

A general extrapolation algorithm

Summary In this paper a general formalism for linear and rational extrapolation processes is developped. This formalism includes most of the sequence transformations actually used for convergence acceleration. A general recursive algorithm for implementing the method is given. Convergence results and convergence acceleration results are proved. The vector case and some other extensions are also studied.     

Stable convergence acceleration using Laplace transforms

Summary We consider the general class of power series where the terms may be expressed as the Laplace transforms of known functions. The sum of the series can then be evaluated efficiently and accurately by means of quadrature schemes, recently published by Frank Stenger. The method works also far outside the region of convergence as will be illustrated by numerical examples.Dedicated to Professor Lothar Collatz on the occasion of his 75th birthday     

Tchebychev acceleration technique for large scale nonsymmetric matrices

Summary The acceleration by Tchebychev iteration for solving nonsymmetric eigenvalue problems is dicussed. A simple algorithm is derived to obtain the optimal ellipse which passes through two eigenvalues in a complex plane relative to a reference complex eigenvalue. New criteria are established to identify the optimal ellipse of the eigenspectrum. The algorithm is fast, reliable and does not require a search for all possible ellipses which enclose the spectrum. The procedure is applicable to nonsymmetric linear systems as well.     

On the unique solvability of the Runge-Kutta equations

Summary We consider the existence of a unique solution to the systems of equations that arise when we apply a Runge-Kutta method to a stiff nonlinear system of differential equationsU =f(t, U), withf satisfying a one-sided Lipschitz condition with constant . For any given product h, whereh denotes the step size, we present algebraic conditions on the Runge-Kutta matrixA which are necessary and sufficient for unique solvability of the equations. As a second topic, we consider the question whether the solution to the system of equations is stable with respect to perturbations (known as BSI-stability). For this property also, necessary and sufficient algebraic conditions onA are presented.The research of this author has been made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences (K.N.A.W.). This work was finished while this author was visiting the Massachusetts Institute of Technology with additional financial support provided by L.N. Trefethen from his U.S. National Science Foundation Presidential Young Investigator AwardPart of this research was done while this author was visiting the University of Leiden with an Erwin Schrödinger stipend from the Fonds zur Förderung der wissenschaftlichen Forschung and financial support of the Netherlands Organization for Scientific Research (N.W.O.)     

Acceleration methods based on convergence tests

Summary In this paper we propose an acceleration method based on a general convergence test and depending on an auxiliary sequence (x _n). For different choices of (x _n) we obtain some known and some new transformations and for each one sufficient conditions for acceleration are given.     

On theR-order of coupled sequences arising in single-step type methods

Summary As shown in preceding papers of the authors, the verification of anR-convergence order for sequences coupled by a system (1.1) of basic inequalities can be reduced to the positive solvability of system (3.3) of linear inequalities. Further, the bestR-order implied by (1.1) is equal to the minimal spectral radius of certain matrices composed from the exponents occuring in (1.1). Now, these results are proven in a unified and essentially simpler way. Moreover, they are somewhat extended in order to facilitate applications to concrete methods.     

Rehabilitation of the Gauss-Jordan algorithm

Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties.     

Algorithmes pour suites non convergentes

Summary Two algorithms are proposed. For a given non-convergent sequence the first answers the question: How many cluster points does the sequence possess? The second one allows one to extract convergent sequences for any sequence with a finite number of cluster points.It was necessary to use the notion of strength of a cluster point. Two negative theorems show the necessity of the proposed hypotheses.

     

On the analysis of the unsymmetric successive overrelaxation method when applied top-cyclic matrices

Summary A Determinantal Invariance, associated with consistently ordered weakly cyclic matrices, is given. The DI is then used to obtain a new functional equation which relates the eigenvalues of a particular block Jacobi iteration matrix to the eigenvalues of its associated Unsymmetric Successive Overrelaxation (USSOR) iteration matrix. This functional equation as well as the theory of nonnegative matrices and regular splittings are used to obtain convergence and divergence regions of the USSOR method.     

Truncation error bounds for limit-periodic continued fractionsK(a n /1) with lima n =0

Summary Truncation error bounds are developed for continued fractionsK(a _n /1) where |a _n |1/4 for alln sufficiently large. The bounds are particularly suited (some are shown to be best) for the limit-periodic case when lima _n =0. Among the principal results is the following: If |a _n |/n ^p for alln sufficiently large (with constants >0,p>0), then |f–f _m |C[D/(m+2)] ^p(m+2) for allm sufficiently large (for some constantsC>0,D>0). Heref denotes the limit (assumed finite) ofK(a _n /1) andf _m denotes itsmth approximant. Applications are given for continued fraction expansions of ratios of Kummer functions₁ F ₁ and of ratios of hypergeometric functions₀ F ₁. It is shown thatp=1 for₁ F ₁ andp=2 for₀ F ₁, wherep is the parameter determining the rate of convergence. Numerical examples indicate that the error bounds are indeed sharp.Research supported in part by the National Science Foundation under Grant MCS-8202230 and DMS-8401717